Trading Metrics calculated at close of trading on 24-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
8,882.31 |
9,066.11 |
183.80 |
2.1% |
8,746.05 |
High |
9,096.72 |
9,100.88 |
4.16 |
0.0% |
9,100.88 |
Low |
8,866.44 |
9,007.39 |
140.95 |
1.6% |
8,745.90 |
Close |
9,069.29 |
9,093.24 |
23.95 |
0.3% |
9,093.24 |
Range |
230.28 |
93.49 |
-136.79 |
-59.4% |
354.98 |
ATR |
144.42 |
140.78 |
-3.64 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,347.64 |
9,313.93 |
9,144.66 |
|
R3 |
9,254.15 |
9,220.44 |
9,118.95 |
|
R2 |
9,160.66 |
9,160.66 |
9,110.38 |
|
R1 |
9,126.95 |
9,126.95 |
9,101.81 |
9,143.81 |
PP |
9,067.17 |
9,067.17 |
9,067.17 |
9,075.60 |
S1 |
9,033.46 |
9,033.46 |
9,084.67 |
9,050.32 |
S2 |
8,973.68 |
8,973.68 |
9,076.10 |
|
S3 |
8,880.19 |
8,939.97 |
9,067.53 |
|
S4 |
8,786.70 |
8,846.48 |
9,041.82 |
|
|
Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,044.95 |
9,924.07 |
9,288.48 |
|
R3 |
9,689.97 |
9,569.09 |
9,190.86 |
|
R2 |
9,334.99 |
9,334.99 |
9,158.32 |
|
R1 |
9,214.11 |
9,214.11 |
9,125.78 |
9,274.55 |
PP |
8,980.01 |
8,980.01 |
8,980.01 |
9,010.23 |
S1 |
8,859.13 |
8,859.13 |
9,060.70 |
8,919.57 |
S2 |
8,625.03 |
8,625.03 |
9,028.16 |
|
S3 |
8,270.05 |
8,504.15 |
8,995.62 |
|
S4 |
7,915.07 |
8,149.17 |
8,898.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,100.88 |
8,745.90 |
354.98 |
3.9% |
127.60 |
1.4% |
98% |
True |
False |
|
10 |
9,100.88 |
8,130.42 |
970.46 |
10.7% |
141.46 |
1.6% |
99% |
True |
False |
|
20 |
9,100.88 |
8,087.19 |
1,013.69 |
11.1% |
135.41 |
1.5% |
99% |
True |
False |
|
40 |
9,100.88 |
8,087.19 |
1,013.69 |
11.1% |
142.45 |
1.6% |
99% |
True |
False |
|
60 |
9,100.88 |
8,087.19 |
1,013.69 |
11.1% |
151.06 |
1.7% |
99% |
True |
False |
|
80 |
9,100.88 |
7,483.87 |
1,617.01 |
17.8% |
160.73 |
1.8% |
100% |
True |
False |
|
100 |
9,100.88 |
6,469.95 |
2,630.93 |
28.9% |
178.72 |
2.0% |
100% |
True |
False |
|
120 |
9,100.88 |
6,469.95 |
2,630.93 |
28.9% |
186.59 |
2.1% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,498.21 |
2.618 |
9,345.64 |
1.618 |
9,252.15 |
1.000 |
9,194.37 |
0.618 |
9,158.66 |
HIGH |
9,100.88 |
0.618 |
9,065.17 |
0.500 |
9,054.14 |
0.382 |
9,043.10 |
LOW |
9,007.39 |
0.618 |
8,949.61 |
1.000 |
8,913.90 |
1.618 |
8,856.12 |
2.618 |
8,762.63 |
4.250 |
8,610.06 |
|
|
Fisher Pivots for day following 24-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
9,080.21 |
9,055.69 |
PP |
9,067.17 |
9,018.15 |
S1 |
9,054.14 |
8,980.60 |
|